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Saga

swMATH ID: 39677
Software Authors: Aaron Defazio, Francis Bach, Simon Lacoste-Julien
Description: SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives. In this work we introduce a new optimisation method called SAGA in the spirit of SAG, SDCA, MISO and SVRG, a set of recently proposed incremental gradient algorithms with fast linear convergence rates. SAGA improves on the theory behind SAG and SVRG, with better theoretical convergence rates, and has support for composite objectives where a proximal operator is used on the regulariser. Unlike SDCA, SAGA supports non-strongly convex problems directly, and is adaptive to any inherent strong convexity of the problem. We give experimental results showing the effectiveness of our method.
Homepage: https://paperswithcode.com/paper/saga-a-fast-incremental-gradient-method-with
Related Software: AdaGrad; LIBSVM; Finito; Adam; ProxSARAH; HOGWILD; MNIST; ElemStatLearn; RMSprop; AlexNet; ImageNet; Pegasos; L-BFGS; UNLocBoX; CIFAR; SGD-QN; LIBLINEAR; ADADELTA; QUIC; iPiano
Cited in: 129 Publications
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Cited by 288 Authors

9 Richtárik, Peter
5 Gürbüzbalaban, Mert
5 Schönlieb, Carola-Bibiane
4 Mairal, Julien
4 Mokhtari, Aryan
4 Nguyen, Lam M.
4 Ozdaglar, Asuman E.
4 Tran Dinh Quoc
3 Driggs, Derek
3 Duchi, John C.
3 Ehrhardt, Matthias Joachim
3 Liang, Jingwei
3 Lin, Qihang
3 Parrilo, Pablo A.
3 Phan, Dzung T.
3 Ribeiro, Alejandro R.
3 Takáč, Martin
3 Wen, Zaiwen
3 Yang, Tianbao
2 Bach, Francis R.
2 Benning, Martin
2 Cevher, Volkan
2 Dai, Yu-Hong
2 Davis, Damek
2 Deng, Cheng
2 Gu, Bin
2 Gu, Quanquan
2 Harchaoui, Zaid
2 Huang, Heng
2 Iutzeler, Franck
2 Jordan, Michael Irwin
2 Lan, Guanghui
2 Latafat, Puya
2 Lei, Lihua
2 Li, Zhize
2 Lin, Hongzhou
2 Liu, Xinwei
2 Malick, Jérôme
2 Milzarek, Andre
2 Mishchenko, Konstantin
2 Nedić, Angelia
2 Nocedal, Jorge
2 Osher, Stanley Joel
2 Palagi, Laura
2 Patrinos, Panagiotis
2 Pham, Nhan H.
2 Scheinberg, Katya
2 Sidford, Aaron
2 Sun, Jie
2 Themelis, Andreas
2 Vũ, Bằng Công
2 Xiao, Lin
2 Xiao, Xiantao
2 Xu, Pan
2 Yu, Tengteng
2 Zhang, Xiaoqun
2 Zhou, Dongruo
2 Zhou, Yi
1 Agarwal, Naman
1 Ahookhosh, Masoud
1 Alacaoglu, Ahmet
1 An, Nguyen Thai
1 Aravkin, Aleksandr Y.
1 Barekat, Farzin
1 Barrio, Roberto
1 Başar, Tamer
1 Belomestny, Denis
1 Betcke, Marta M.
1 Bian, Fengmiao
1 Bianchi, Pascal
1 Blanchet, Jose H.
1 Blei, David M.
1 Boffi, Nicholas M.
1 Bollapragada, Raghu
1 Borovykh, Anastasia
1 Bottou, Léon
1 Briceño-Arias, Luis M.
1 Bullins, Brian
1 Burger, Martin
1 Byrd, Richard H.
1 Carlier, Guillaume
1 Carmon, Yair
1 Cen, Shicong
1 Chambolle, Antonin
1 Chaudhari, Pratik
1 Chehreghani, Morteza Haghir
1 Chen, Chenxi
1 Chen, Yunmei
1 Chen, Zengping
1 Cheng, Lizhi
1 Cheng, Shuyu
1 Cheung, Yiuming
1 Chi, Yuejie
1 Clémençon, Stéphan
1 Condat, Laurent
1 Csiba, Dominik
1 Cui, Shisheng
1 Curtis, Frank E.
1 Davies, Mike E.
1 Drori, Yoel
...and 188 more Authors

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